Statistical properties and economic implications of jump-diffusion processes with shot-noise effects (Q635177): Difference between revisions

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Property / full work available at URL: https://doi.org/10.1016/j.ejor.2011.05.011 / rank
 
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Latest revision as of 10:22, 4 July 2024

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Statistical properties and economic implications of jump-diffusion processes with shot-noise effects
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    Statistical properties and economic implications of jump-diffusion processes with shot-noise effects (English)
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    19 August 2011
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    finance
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    shot-noise
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    characteristic function
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    generalized method of moments
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